The general framework is used to provide an understanding of the nature of stochastic volatility. The book is intended for ...
اقرأ المزيدThis book aims at a middle ground between the introductory books on derivative securities and those that provide advanced ...
اقرأ المزيدThis book contains the edited version of the invited lectures that were delivered by prominent researchers at UTL. This book ...
اقرأ المزيد"Market quality" is a complex, ambiguous term that means different things to different people. How should it be defined, ...
اقرأ المزيدThis volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the ...
اقرأ المزيدApplied Quantitative Finance (2nd edition) provides a comprehensive and state-of-the-art treatment of cutting-edge topics ...
اقرأ المزيدThe book studies the interaction of the financial market, economic activity and the macroeconomy from a dynamic perspective. ...
اقرأ المزيدThis book deals with many topics in modern financial mathematics in a way that does not use advanced mathematical tools and ...
اقرأ المزيدThe second edition includes discussions of critical new topics like dual curve swap valuation, option valuation within a ...
اقرأ المزيدARCH (autoregressive conditionally heteroscedastic), is well-suited for the description of economic and financial price. ...
اقرأ المزيدCovers financial data and univariate models; asset returns; interest rates, yields and spreads; volatility and correlation; ...
اقرأ المزيدThis book provides fresh insights into concepts, methods and new research findings on the causes of excessive food price ...
اقرأ المزيدThis exciting volume presents cutting-edge developments in high frequency financial econometrics, spanning a diverse range ...
اقرأ المزيدThe calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact ...
اقرأ المزيدThe calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact ...
اقرأ المزيدThis excellent textbook presents an introduction to the time series analysis. It provides a good source of information for ...
اقرأ المزيدCrypto-currencies are financial assets with high volatility, which calls for an investigation of the long-run relation between ...
اقرأ المزيدWhen applying the statistical theory of long range dependent (LRD) processes to economics, the strong complexity of macroeconomic ...
اقرأ المزيدThis book provides a comprehensive, self-contained and up-to-date treatment of the main topics in the theory of option pricing. ...
اقرأ المزيدThis book highlights recent developments in mathematical control theory and its applications to finance. It presents a collection ...
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